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I am interested in getting into Warmachine or Hordes, and after doing some research I have decided to go with an Ashlynn list to get started with. I really like the aesthetic, and the way this particular army would function seems workable and interesting. Any feedback would be greatly appreciated. I am not too worried about competitiveness, but if you see any glaring holes, please let me know. At 35 points, this build is Tier 4. At 25 points, it is tier 2.

25 pts.
Ashlynn d'Elyse
-Vanguard
Arcane Tempest Gun Mages w/ Officer
-Mule
Taryn di la Rovissi
Rutger Shaw
-Talon
Anastasia di Bray

35 pts.
Ashlynn d'Elyse
-Vanguard
Arcane Tempest Gun Mages w/ Officer
-Mule
Arcane Tempest Gun Mages w/ Gun Mage Captain Adept Solo
Taryn di la Rovissi
Rutger Shaw
-Vanguard
Anastasia di Bray
Gun Mage Captain Adept Solo

I know that this list is heavy on solos, but the extra jack marshals kind of make up for Ashlynn not being the most jack friendly caster. Ashlynn has a Vanguard to protect her until she can use her feat. The ATGM Officer has the Mule for long range bombardment. I would occassionally switch these two jacks as well to keep things interesting. Taryn and Shaw have the vanguard to protect them moving up field, Shaw's Drive making them a good run and gun unit. Shaw would have the Talon in the 25 point list for greater melee power. The ATGMs with the GMCA (acronyms are fun) acting as a solid ranged attack unit. Anastasia would either run with one of the other units, or I was toying with the idea of having her run with the other GMCA. That way if she get into a position forward of the main army, she would have someone in her command range that is capable of taking advantage of her Espionage. I may also knock the 35 point list down to a tier 3 and substitute a Talon for Shaw's Vanguard.
Like I said, I am not even very familiar with the game mechanics just trying to get a solid list to start working on. Any comments or suggestions are greatly appreciated.

I haven't played much Ashlynn so do not take whatever I write as gospel.

Firstly you're wasting a free warjack point. Ashlynn is +6 and a Vanguard is 5pts. But I can totally understand as Ashlynn loves to hang on to her focus.

I don't think the 35pt list is a tier 4 though. You'll have to check the wording on the two vanguards needed. If it says in army then you're fine. If it says you need the Vanguards in her battlegroup then you can't have it marshalled via Shaw and get the tier bonus.

Finally I wouldn't be getting the second unit of gun mages as in a normal Highborn Covenant list you can only take one and you are a new player. However, if whilst expanding you find you like Cygnar (aesthetics/rules/fluff/other) then the second unit is an ok purchase.

That all said, what you have looks good and fits with internet research I have done on Ashlynn. Precursor knights would also fit in and shield wall is normally a bitch for your opponent to deal with.

Things to watch out for. Fast units with reach. The best example I can think of is Satyxis Raiders. They can run 14" and have a melee range of 2". This means that they can run in from outside your gun mages range and engage your troops. As soon as that happens most of your threat has gone as gun mages cannot shoot whilst engaged.

Your point about her requiring 2 vanguard in her battlegroup is absolutely correct. Forcing a re-think.